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4 months ago
India FIMMDA-Thomson Reuters-MIFOR for six mths 6.41 pct
April 5, 2017 / 11:03 AM / 4 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.41 pct

  Apr 5 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.41 percent on
Wednesday compared with 6.41 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
6.32 percent on Wednesday. One-month, two-month, three-month,
six-month and one-year swaps and benchmark rates are given in
the table below.
--------------------------------------------------------------
                   dlr/rupee      In percent    Implied rupees
  (Spot to)       (paise)       (annualised)  Interest rates(%)
--------------------------------------------------------------
  1M(08/05/17)   27.75/29.25    05.02/05.29   06.03/06.30
  2M(07/06/17)   54.50/56.25    05.01/05.17   06.06/06.23
  3M(07/07/17)   80.75/82.50    04.98/05.09   06.16/06.27
  6M(10/10/17)  161.50/163.50   04.87/04.93   06.35/06.41
  1Y(09/04/18)  314.00/316.00   04.80/04.83   06.71/06.74
    Spot rate : 1$ = 65.0438 rupees (Source - RBI reference
rate from Thomson Reuters page                     
    Note: Figures in brackets indicate negative values.
    The US Dollar LIBOR rates are published by the British
Bankers' Association and sourced from the Thomson Reuters page
          .
    The implied benchmark rates will be available on Thomson Reuters
pages by typing          or            followed by the ENTER key
or double-clicking         ,           .
    Refer to Thomson Reuters page            for the calculation
methodology.
    FIMMDA refers to Fixed Income Money Market and Derivatives
Association of India.
  
($1=0)

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